+127.7%
INCY vs ALLE
+94.0%
+33.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.0% | -1.6% | -0.8% |
| 7D | +1.1% | +3.6% | -2.5% | +0.3% |
| 30D | +8.4% | +25.9% | -17.5% | +3.1% |
| 3M | +0.4% | +15.8% | -15.4% | -2.9% |
| 6M | +22.4% | +48.1% | -25.7% | +12.0% |
| YTD | +22.5% | +22.0% | +0.5% | +16.3% |
| 1Y | +14.8% | +18.0% | -3.3% | +9.8% |
| 3Y | +127.7% | +93.1% | +34.6% | +101.6% |
| All | +127.7% | +94.0% | +33.7% | +101.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling